SELECT
[Extent1].[PersonID] AS [PersonID],
[Extent1].[PersonName] AS [PersonName],
[Extent1].[TheCountryID] AS [TheCountryID],
[Extent2].[CountryID] AS [CountryID],
[Extent2].[CountryName] AS [CountryName],
[Extent2].[Population] AS [Population]
FROM [dbo].[Person] AS [Extent1]
INNER JOIN [dbo].[Country] AS [Extent2] ON [Extent1].[TheCountryID] = [Extent2].[CountryID]

UPDATE(an hour later)

When not including Include, this error happen...

There is already an open DataReader associated with this Command which must be closed first.

..., the solution is to add MultipleActiveResultSets=True to your connection string, rationale can be found from MSDN. You can now remove Include from your Linq. Entity Framework supports lazy loading.